Retail deposits in the new approach to bank liquidity risk
AbstractThe recent financial crisis revealed the weakness of security systems for the bank liquidity. The crisis on this scale was an exceptional event, nevertheless, based on its experience the recommendations are formulated for the banks. The paper presents the solutions adopted in the EU regulations for LCR ratio calculating. The uniform standards for estimating the level of liquidity risk are based on the outflow weights attributed to the certain group of deposits. There is an attempt to assess the possible consequences of the implemented regulations for banks and for the retail deposit market. The formulated conclusions are based on analyzes carried out on the basis of the data from the Polish banking sector
|Publication size in sheets||0.5|
|Book||Jedlička Pavel (eds.): Hradec Economic Days : Double-blind peer-reviewed proceedings part V.of the International Scientific Conference Hradec Economic Days 2015, Hradec Economic Days, vol. 5, no. 5, 2015, University of Hradec Králové, ISBN 978-80-7435-550-9, 355 p.|
|Keywords in English||bank, retail deposits, liquidity, LCR ratio, bank deposit marke|
|Score|| = 15.0, 12-02-2020, BookChapterSeriesAndMatConfByIndicator|
= 15.0, 12-02-2020, BookChapterSeriesAndMatConfByIndicator
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